NYMEX Light Sweet Crude Oil Future February 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Dec-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Dec-2008 | 
                    23-Dec-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        42.79 | 
                        39.55 | 
                        -3.24 | 
                        -7.6% | 
                        49.29 | 
                     
                    
                        | High | 
                        43.44 | 
                        40.65 | 
                        -2.79 | 
                        -6.4% | 
                        52.95 | 
                     
                    
                        | Low | 
                        39.50 | 
                        37.79 | 
                        -1.71 | 
                        -4.3% | 
                        40.90 | 
                     
                    
                        | Close | 
                        39.91 | 
                        38.98 | 
                        -0.93 | 
                        -2.3% | 
                        42.36 | 
                     
                    
                        | Range | 
                        3.94 | 
                        2.86 | 
                        -1.08 | 
                        -27.4% | 
                        12.05 | 
                     
                    
                        | ATR | 
                        4.18 | 
                        4.09 | 
                        -0.09 | 
                        -2.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        194,858 | 
                        149,135 | 
                        -45,723 | 
                        -23.5% | 
                        887,302 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Dec-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                47.72 | 
                46.21 | 
                40.55 | 
                 | 
             
            
                | R3 | 
                44.86 | 
                43.35 | 
                39.77 | 
                 | 
             
            
                | R2 | 
                42.00 | 
                42.00 | 
                39.50 | 
                 | 
             
            
                | R1 | 
                40.49 | 
                40.49 | 
                39.24 | 
                39.82 | 
             
            
                | PP | 
                39.14 | 
                39.14 | 
                39.14 | 
                38.80 | 
             
            
                | S1 | 
                37.63 | 
                37.63 | 
                38.72 | 
                36.96 | 
             
            
                | S2 | 
                36.28 | 
                36.28 | 
                38.46 | 
                 | 
             
            
                | S3 | 
                33.42 | 
                34.77 | 
                38.19 | 
                 | 
             
            
                | S4 | 
                30.56 | 
                31.91 | 
                37.41 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Dec-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.55 | 
                74.01 | 
                48.99 | 
                 | 
             
            
                | R3 | 
                69.50 | 
                61.96 | 
                45.67 | 
                 | 
             
            
                | R2 | 
                57.45 | 
                57.45 | 
                44.57 | 
                 | 
             
            
                | R1 | 
                49.91 | 
                49.91 | 
                43.46 | 
                47.66 | 
             
            
                | PP | 
                45.40 | 
                45.40 | 
                45.40 | 
                44.28 | 
             
            
                | S1 | 
                37.86 | 
                37.86 | 
                41.26 | 
                35.61 | 
             
            
                | S2 | 
                33.35 | 
                33.35 | 
                40.15 | 
                 | 
             
            
                | S3 | 
                21.30 | 
                25.81 | 
                39.05 | 
                 | 
             
            
                | S4 | 
                9.25 | 
                13.76 | 
                35.73 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                48.98 | 
                37.79 | 
                11.19 | 
                28.7% | 
                3.56 | 
                9.1% | 
                11% | 
                False | 
                True | 
                197,372 | 
                 
                
                | 10 | 
                52.95 | 
                37.79 | 
                15.16 | 
                38.9% | 
                4.13 | 
                10.6% | 
                8% | 
                False | 
                True | 
                168,302 | 
                 
                
                | 20 | 
                57.24 | 
                37.79 | 
                19.45 | 
                49.9% | 
                3.95 | 
                10.1% | 
                6% | 
                False | 
                True | 
                122,875 | 
                 
                
                | 40 | 
                72.86 | 
                37.79 | 
                35.07 | 
                90.0% | 
                4.27 | 
                11.0% | 
                3% | 
                False | 
                True | 
                76,435 | 
                 
                
                | 60 | 
                102.17 | 
                37.79 | 
                64.38 | 
                165.2% | 
                4.51 | 
                11.6% | 
                2% | 
                False | 
                True | 
                55,436 | 
                 
                
                | 80 | 
                118.20 | 
                37.79 | 
                80.41 | 
                206.3% | 
                4.49 | 
                11.5% | 
                1% | 
                False | 
                True | 
                43,654 | 
                 
                
                | 100 | 
                127.89 | 
                37.79 | 
                90.10 | 
                231.1% | 
                4.30 | 
                11.0% | 
                1% | 
                False | 
                True | 
                35,544 | 
                 
                
                | 120 | 
                148.17 | 
                37.79 | 
                110.38 | 
                283.2% | 
                4.03 | 
                10.3% | 
                1% | 
                False | 
                True | 
                29,979 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            52.81 | 
         
        
            | 
2.618             | 
            48.14 | 
         
        
            | 
1.618             | 
            45.28 | 
         
        
            | 
1.000             | 
            43.51 | 
         
        
            | 
0.618             | 
            42.42 | 
         
        
            | 
HIGH             | 
            40.65 | 
         
        
            | 
0.618             | 
            39.56 | 
         
        
            | 
0.500             | 
            39.22 | 
         
        
            | 
0.382             | 
            38.88 | 
         
        
            | 
LOW             | 
            37.79 | 
         
        
            | 
0.618             | 
            36.02 | 
         
        
            | 
1.000             | 
            34.93 | 
         
        
            | 
1.618             | 
            33.16 | 
         
        
            | 
2.618             | 
            30.30 | 
         
        
            | 
4.250             | 
            25.64 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Dec-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                39.22 | 
                                40.62 | 
                             
                            
                                | PP | 
                                39.14 | 
                                40.07 | 
                             
                            
                                | S1 | 
                                39.06 | 
                                39.53 | 
                             
             
         |